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作者：Song, Rui; Kosorok, Michael R.; Fine, Jason P.
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill
摘要：We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile likelihood are Constructed and shown to be asymptotically optimal under a weighted average power criterion with respect to a prior oil the nonidentifiable aspect of the model. These results extend existing results for parametric models, which involve more restrictiv...
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作者：Yuan, Ao
作者单位：Howard University
摘要：Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a Set Of Multiple parameters, which can be divided into two disjoint subsets. On one set, a frequentist method may be favored and on the other, the Bayesian. This motivates a joint estimation procedure in which some of the parameters are estimated Bayesian, a...
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作者：Hjort, Nils Lid; McKeague, Ian W.; Van Keilegom, Ingrid
作者单位：University of Oslo; Columbia University; Universite Catholique Louvain; Tilburg University
摘要：This article extends the scope of empirical likelihood methodology ill three directions: to allow for plug-in estimates Of nuisance parameters in estimating equations, slower than root n-rates of convergence, and settings in which there are a relatively large number of estimating equations compared to the sample size. Calibrating empirical likelihood confidence regions with plug-in is sometimes intractable due to the complexity of the asymptotics, so we introduce a bootstrap approximation that...
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作者：Li, Bing; Dong, Yuexiao
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Sufficient dimension reduction methods often require stringent conditions on the joint distribution of the predictor, or, when such conditions are not satisfied, rely on marginal transformation or reweighting to fulfill them approximately. For example, a typical dimension reduction method would require the predictor to have elliptical or even multivariate normal distribution. In this paper, we reformulate the commonly used dimension reduction methods, via the notion of central solution space, ...
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作者：Jongbloed, Geurt; van der Meulen, Frank H.
作者单位：Delft University of Technology
摘要：We consider two nonparametric procedures for estimating a concave distribution function based on data corrupted with additive noise generated by a bounded decreasing density on (0, infinity). For the maximum likelihood (ML) estimator and least squares (LS) estimator, we state qualitative properties, prove consistency and propose a computational algorithm. For the LS estimator and its derivative, we also derive the pointwise asymptotic distribution. Moreover, the rate n(-2/5) achieved by the LS...
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作者：Sun, Yanqing; Gilbert, Peter B.; McKeague, Ian W.
作者单位：University of North Carolina; University of North Carolina Charlotte; University of Washington; University of Washington Seattle; Fred Hutchinson Cancer Center; Columbia University
摘要：For time-to-event data with finitely many competing risks, the proportional hazards model has been a popular tool for relating the cause-specific outcomes to covariates [Prentice et al. Biometrics 34 (1978) 541-554]. This article studies an extension of this approach to allow a continuum of competing risks, in which the cause of failure is replaced by a continuous mark only observed at the failure time. We develop inference for the proportional hazards model in which the regression parameters ...
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作者：Andersson, Sofia; Ryden, Tobias
作者单位：AstraZeneca; Lund University
摘要：Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite set as well. In particular, we study the geometric structure arising from the nonminimality of the linear state space representation of HMMs, and consistency of a subspace algorithm arising from a certain factorization of the singular value decomposition of t...
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作者：Ranjan, Pritam; Bingham, Derek R.; Dean, Angela M.
作者单位：Acadia University; Simon Fraser University; University System of Ohio; Ohio State University
摘要：Regular factorial designs with randomization restrictions are widely used in practice. This paper provides a unified approach to the construction of such designs using randomization defining contrast subspaces for the representation of randomization restrictions. We use finite projective geometry to determine the existence of designs with the required structure and develop a systematic approach for their construction. An attractive feature is that commonly used factorial designs with randomiza...
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作者：Fukumizu, Kenji; Bach, Francis R.; Jordan, Michael I.
作者单位：Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan; Inria; Universite PSL; Ecole Normale Superieure (ENS); Centre National de la Recherche Scientifique (CNRS); CNRS - Institute for Information Sciences & Technologies (INS2I); University of California System; University of California Berkeley
摘要：We present a new methodology for sufficient dimension reduction (SDR). Our methodology derives directly from the formulation of SDR in terms of the conditional independence of the covariate X from the response Y, given the projection of X on the central subspace [cf. J. Amer Statist. Assoc. 86 (1991) 316-342 and Regression Graphics (1998) Wiley]. We show that this conditional independence assertion can be characterized in terms of conditional covariance operators on reproducing kernel Hilbert ...
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作者：Finner, Helmut; Dickhaus, Thorsten; Roters, Markus
作者单位：Leibniz Association; Deutsches Diabetes-Zentrum (DDZ)
摘要：In this paper we introduce and investigate a new rejection curve for asymptotic control of the false discovery rate (FDR) in multiple hypotheses testing problems. We first give a heuristic motivation for this new curve and propose some procedures related to it. Then we introduce a set of possible assumptions and give a unifying short proof of FDR control for procedures based on Simes' critical values, whereby certain types of dependency are allowed. This methodology of proof is then applied to...
